-75.2%
OKLO vs CVE
+60.9%
-136.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +3.4% |
| 7D | +16.9% | +0.1% | +16.8% | +16.9% |
| 30D | -19.7% | -10.8% | -8.9% | -21.2% |
| 3M | -45.0% | -4.3% | -40.7% | -45.2% |
| 6M | -66.9% | -1.5% | -65.4% | -66.7% |
| YTD | -64.0% | +70.7% | -134.7% | -64.1% |
| 1Y | -75.2% | +58.1% | -133.3% | -74.2% |
| All | -75.2% | +60.9% | -136.1% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling